Fluctuations of Real Interest Rates and Business Cycles
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References listed on IDEAS
- Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March.
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More about this item
KeywordsConsumption-Based asset pricing; Bayesian learning; Gibbs sampling; Markov chain Monte Carlo;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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